Unprecise p-values in Stargazer

Question

I want the same stars for significancies in regression output in stargazer as in the \"normal output\".

I produce data

library(\"stargazer\"); library(\"         


        

Answer 1

There are inherent dangers associated with the se argument.

When using this approach, the user should be cautious wrt the arguments t.auto and p.auto, both of which default to TRUE. I think it would be cautious to set them both to FALSE, and supply manually t and p values.

Failure to do so, and you risk getting significance stars not in sync with the displayed p-values. (I suspect that stargazer will simply reuse the se, which are now different from the default ones, and recompute the displayed stars using this input; which will naturally yield unexpected results.)

See also:

• Displaying p-values instead of SEs in parenthesis